Selection of tuning parameters in bridge regression models via Bayesian information criterion

DOI10.1007/s00362-013-0561-7zbMath1297.62152arXiv1203.4326MaRDI QIDQ465645

Shuichi Kawano

Publication date: 24 October 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4326

zbMATH Keywords

model selection; sparse regression; bridge penalty; penalized maximum likelihood method

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62F15: Bayesian inference

Related Items

Deterministic bridge regression for compressive classification, Degrees of freedom for regularized regression with Huber loss and linear constraints, The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression

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